ICE US Dollar Index Future September 2014
Trading Metrics calculated at close of trading on 02-Jun-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-May-2014 |
02-Jun-2014 |
Change |
Change % |
Previous Week |
Open |
80.660 |
80.570 |
-0.090 |
-0.1% |
80.430 |
High |
80.660 |
80.830 |
0.170 |
0.2% |
80.745 |
Low |
80.480 |
80.565 |
0.085 |
0.1% |
80.355 |
Close |
80.517 |
80.798 |
0.281 |
0.3% |
80.517 |
Range |
0.180 |
0.265 |
0.085 |
47.2% |
0.390 |
ATR |
0.243 |
0.248 |
0.005 |
2.1% |
0.000 |
Volume |
517 |
1,014 |
497 |
96.1% |
1,814 |
|
Daily Pivots for day following 02-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
81.526 |
81.427 |
80.944 |
|
R3 |
81.261 |
81.162 |
80.871 |
|
R2 |
80.996 |
80.996 |
80.847 |
|
R1 |
80.897 |
80.897 |
80.822 |
80.947 |
PP |
80.731 |
80.731 |
80.731 |
80.756 |
S1 |
80.632 |
80.632 |
80.774 |
80.682 |
S2 |
80.466 |
80.466 |
80.749 |
|
S3 |
80.201 |
80.367 |
80.725 |
|
S4 |
79.936 |
80.102 |
80.652 |
|
|
Weekly Pivots for week ending 30-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
81.709 |
81.503 |
80.732 |
|
R3 |
81.319 |
81.113 |
80.624 |
|
R2 |
80.929 |
80.929 |
80.589 |
|
R1 |
80.723 |
80.723 |
80.553 |
80.826 |
PP |
80.539 |
80.539 |
80.539 |
80.591 |
S1 |
80.333 |
80.333 |
80.481 |
80.436 |
S2 |
80.149 |
80.149 |
80.446 |
|
S3 |
79.759 |
79.943 |
80.410 |
|
S4 |
79.369 |
79.553 |
80.303 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
80.830 |
80.355 |
0.475 |
0.6% |
0.232 |
0.3% |
93% |
True |
False |
565 |
10 |
80.830 |
80.065 |
0.765 |
0.9% |
0.219 |
0.3% |
96% |
True |
False |
386 |
20 |
80.830 |
79.055 |
1.775 |
2.2% |
0.256 |
0.3% |
98% |
True |
False |
419 |
40 |
80.880 |
79.055 |
1.825 |
2.3% |
0.245 |
0.3% |
96% |
False |
False |
261 |
60 |
80.880 |
79.055 |
1.825 |
2.3% |
0.233 |
0.3% |
96% |
False |
False |
184 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
81.956 |
2.618 |
81.524 |
1.618 |
81.259 |
1.000 |
81.095 |
0.618 |
80.994 |
HIGH |
80.830 |
0.618 |
80.729 |
0.500 |
80.698 |
0.382 |
80.666 |
LOW |
80.565 |
0.618 |
80.401 |
1.000 |
80.300 |
1.618 |
80.136 |
2.618 |
79.871 |
4.250 |
79.439 |
|
|
Fisher Pivots for day following 02-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
80.765 |
80.750 |
PP |
80.731 |
80.703 |
S1 |
80.698 |
80.655 |
|